1.
Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories
EFMA 2002 London Meetings
Number of pages: 16
Posted: 14 May 2004
Last Revised: 12 Oct 2017
Accepted Paper Series
University of Navarra - IESE Business School
Downloads
35,722
2.
The Determinants of Capital Structure Choice: A Survey of European Firms
AFA 2003 Washington, DC Meetings; EFMA 2002 London Meetings
Number of pages: 34
Posted: 02 Feb 2002
Working Paper Series
European School of Management (ESCP) - (EAP) and University of Manitoba - Department of Accounting and Finance
Downloads
8,482
3.
Capital Structure and Stock Returns
Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35
Posted: 25 Jan 2002
Working Paper Series
University of California, Los Angeles (UCLA)
There are 2 versions of this paper
Capital Structure and Stock Returns
Yale ICF Working Paper No. 02-03; EFMA 2002 London Meetings
Number of pages: 35
Posted: 25 Jan 2002
Downloads
6,746
Capital Structure and Stock Returns
Journal of Political Economy, Vol. 112, No. 1, Pt. 1, pp. 106-31, February 2004
Posted: 25 Jan 2004
Downloads
6,746
4.
Pricing Default Swaps: Empirical Evidence
Journal of International Money and Finance, Vol. 24, pp. 1200-1225, 2005, EFA 2002 Berlin Meetings Presented Paper, EFMA 2002 London Meetings, ERIM Report Series
Number of pages: 49
Posted: 24 Dec 2001
Accepted Paper Series
Robeco Investment Research and VU University Amsterdam - Department of Finance and Financial Sector Management
Downloads
4,813
5.
Contracts and Exits in Venture Capital Finance
AFA 2003 Washington, DC Meetings, The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Number of pages: 39
Posted: 22 Mar 2002
Last Revised: 13 Oct 2008
Accepted Paper Series
York University - Schulich School of Business
There are 2 versions of this paper
Contracts and Exits in Venture Capital Finance
AFA 2003 Washington, DC Meetings, The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Number of pages: 39
Posted: 22 Mar 2002
Last Revised: 13 Oct 2008
Downloads
3,209
Contracts and Exits in Venture Capital Finance
The Review of Financial Studies, Vol. 21, Issue 5, pp. 1947-1982, 2008
Posted: 19 Sep 2008
Downloads
3,209
6.
Dividend Policy, Corporate Governance and the Managerial Entrenchment Hypothesis: An Empirical Analysis
EFMA 2002 London Meetings
Number of pages: 43
Posted: 13 Jun 2002
Working Paper Series
University of Porto - Faculdade de Economia do Porto
Downloads
3,064
7.
The Valuation of Ipos by Investment Banks and the Stock Market: Empirical Evidence
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 29
Posted: 28 Jan 2002
Working Paper Series
Vlerick Business School, University of Antwerp and Ghent University - Department of Financial Economics
Downloads
2,834
8.
Pricing Convertible Bonds with Interest Rate, Equity, Credit, and FX Risk
EFMA 2002 London Meetings; ISMA Centre Finance Discussion Paper No. 2001 Series, No. 2001-14
Number of pages: 58
Posted: 19 Dec 2001
Working Paper Series
University of Reading - ICMA Centre
Downloads
2,781
9.
Staging of Venture Capital Investment: A Real Options Analysis
EFMA 2002 London Meetings
Number of pages: 36
Posted: 06 Jun 2002
Working Paper Series
National Taiwan University - Department of International Business
Downloads
2,592
10.
An Examination of Economic Value Added and Executive Compensation
EFMA 2002 London Meetings
Number of pages: 18
Posted: 13 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics and Curtin University - Graduate School of Business
Downloads
2,555
11.
The Influence of Capital Structure on Company Value with Different Growth Opportunities
EFMA 2002 London Meetings
Number of pages: 14
Posted: 10 Jun 2002
Working Paper Series
Universite de Lausanne
Downloads
2,548
12.
Are the Gains from International Portfolio Diversification Exaggerated? The Influence of Downside Risk in Bear Markets
EFMA 2002 London Meetings
Number of pages: 26
Posted: 12 May 2000
Working Paper Series
Michigan State University and Illinois State University - Department of Finance, Insurance and Law
Downloads
2,430
13.
Corporate Cash Holdings: An Empirical Investigation of UK Companies
EFA 2002 Berlin Meetings Presented Paper; Liverpool University Economics and Accounting Working Paper No. 2002-1
Number of pages: 41
Posted: 13 Mar 2002
Working Paper Series
Hull University Business School (HUBS) and University of Bristol - School of Economics, Finance and Management, UK
Downloads
2,101
14.
Stock Options and Managerial Incentives to Invest
EFMA 2002 London Meetings
Number of pages: 42
Posted: 07 Aug 2001
Working Paper Series
Loyola University of Chicago and Loyola University of Chicago
Downloads
1,930
15.
The Determinants of Corporate Ownership Structure: Australian Evidence
U of Melbourne Public Law Research Paper No. 20, EFMA 2002 London Meeting, Tuck-JFQA Contemporary Corporate Governance Issues II: International Corporate Governance Conference
Number of pages: 43
Posted: 08 Sep 2001
Working Paper Series
University of Melbourne and University of Melbourne - Law School
Downloads
1,880
16.
A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads
1,867
17.
Modeling Electricity Prices: International Evidence
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32
Posted: 06 Feb 2002
Working Paper Series
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Comisión Nacional de Energía
Downloads
1,737
18.
Option Pricing with Stochastic Volatility: A Closed-Form Solution Using the Fourier Transform
EFMA 2002 London Meetings
Number of pages: 52
Posted: 29 Jul 2002
Working Paper Series
National Center for Scientific Research (CNRS)
Downloads
1,705
19.
Simple Construction of the Efficient Frontier
EFMA 2002 London Meetings
Number of pages: 9
Posted: 24 Nov 2001
Working Paper Series
Banking and Finance, UNSW Business School, UNSW Sydney and Technion-Israel Institute of Technology - William Davidson Faculty of Industrial Engineering & Management
There are 2 versions of this paper
Simple Construction of the Efficient Frontier
EFMA 2002 London Meetings
Number of pages: 9
Posted: 24 Nov 2001
Downloads
1,694
Simple Construction of the Efficient Frontier
European Financial Management, Vol. 9, pp. 119-127, 2003
Number of pages: 9
Posted: 25 Feb 2004
Downloads
1,076
Downloads
1,694
20.
Profitability of Contrarian vs Momentum Strategies: Evidence from the Istanbul Stock Exchange
EFMA 2002 London Meetings
Number of pages: 53
Posted: 08 Jun 2002
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads
1,642
21.
Firm Performance, Capital Structure and the Tax Benefits of Employee Stock Options
EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings
Number of pages: 39
Posted: 22 Feb 2002
Working Paper Series
University of Arizona - Department of Finance and University of Pittsburgh - Finance Group
There are 2 versions of this paper
Firm Performance, Capital Structure and the Tax Benefits of Employee Stock Options
EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings
Number of pages: 39
Posted: 22 Feb 2002
Downloads
1,611
Firm Performance, Capital Structure and the Tax Benefits of Employee Stock Options
Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 28 Jul 2004
Downloads
1,611
22.
The Role of Self-Regulation in Corporate Governance: Evidence and Implications from the Netherlands
Simon School of Business Working Paper No. FR 00-20; ERIM Report Series Reference No. ERS-2001-87-F&A
Number of pages: 49
Posted: 14 Feb 2001
Working Paper Series
Rotterdam School of Management, Erasmus University, University of Iowa - Tippie College of Business, Erasmus University Rotterdam (EUR) - Department of Financial Management and Simon School, University of Rochester
Downloads
1,610
23.
Market Timing of International Stock Markets Using the Yield Spread
EFMA 2002 London Meetings
Number of pages: 36
Posted: 20 Jun 2002
Working Paper Series
Wake Forest University - Schools of Business, Wake Forest University - School of Business and Texas A&M University
There are 2 versions of this paper
Market Timing of International Stock Markets Using the Yield Spread
EFMA 2002 London Meetings
Number of pages: 36
Posted: 20 Jun 2002
Downloads
1,278
Market Timing of International Stock Markets Using the Yield Spread
Journal of Financial Research, Forthcoming
Posted: 23 Jan 2004
Downloads
1,278
24.
The Influence of Non-Executive Director Control and Rewards on CEO Remuneration: Australian Evidence
EFMA 2002 London Meetings
Number of pages: 23
Posted: 12 Mar 2001
Working Paper Series
Curtin University - Graduate School of Business and Curtin University - Centre for Research in Applied Economics
Downloads
1,242
25.
IPO Decisions and the Costs of Going Public
EFMA 2002 London Meetings
Number of pages: 24
Posted: 16 Mar 2002
Working Paper Series
London Metropolitan University - Department of Accounting, Banking and Financial Systems (ABFS) and Independent
Downloads
1,178
26.
Board Structure and Agency Costs
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 47
Posted: 20 Jun 2002
Working Paper Series
City University London - Sir John Cass Business School
Downloads
1,085
27.
Ownership Structure and Open Market Stock Repurchases in France
EFMA 2002 London Meetings
Number of pages: 25
Posted: 22 Mar 2002
Working Paper Series
Université Paris Dauphine and Canada Pension Plan Investment Board
There are 2 versions of this paper
Ownership Structure and Open Market Stock Repurchases in France
EFMA 2002 London Meetings
Number of pages: 25
Posted: 22 Mar 2002
Downloads
1,068
Ownership Structure and Open Market Stock Repurchases in France
European Journal of Finance, Vol. 12, No. 1, pp. 77-94, 2006
Posted: 05 Nov 2006
Downloads
1,068
28.
Mean-Semivariance Behavior (Ii): The D-Capm
EFMA 2002 London Meetings; IESE Working Paper No. D/493
Number of pages: 20
Posted: 12 Apr 2002
Working Paper Series
IESE Business School
Downloads
1,062
29.
The Relationship between Commodity Prices and the Australian Dollar
EFMA 2002 London Meetings
Number of pages: 20
Posted: 20 Jun 2002
Working Paper Series
Curtin University - Centre for Research in Applied Economics
Downloads
1,059
30.
The Fama-Macbeth Methodology Versus the Non-Linear Unrelated Regression and Different Portfolio Formation Criteria
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 41
Posted: 19 Jun 2002
Working Paper Series
Duke Energy International and City University London - Cass Business School
Downloads
995
31.
What the 'Indexes' Don't Tell You About Hedge Funds
EFMA 2002 London Meetings
Number of pages: 24
Posted: 20 Jun 2002
Working Paper Series
Russell Investments - Capital Markets Research and Frank Russell Company-Consulting
Downloads
995
32.
Who are the Best? Local Versus Foreign Analysts on Latin American Stock Markets
EFMA 2002 London Meetings
Number of pages: 31
Posted: 14 Dec 2001
Working Paper Series
RMF Investment Management and University of Neuchatel - Institute of Financial Analysis
Downloads
993
33.
Modeling the Conditional Covariance between Stock and Bond Returns: A Multivariate GARCH Approach
ERIM Report Series No. ERS-2002-11-F&A, EFA 2002 Berlin Meetings Discussion Paper, EFMA 2002 London Meetings
Number of pages: 45
Posted: 16 Mar 2002
Working Paper Series
Erasmus University Rotterdam (EUR) - Department of Financial Management and CentER, Tilburg Law and Economics Center (TILEC), Tilburg University
There are 2 versions of this paper
Modeling the Conditional Covariance between Stock and Bond Returns: A Multivariate GARCH Approach
ERIM Report Series No. ERS-2002-11-F&A, EFA 2002 Berlin Meetings Discussion Paper, EFMA 2002 London Meetings
Number of pages: 45
Posted: 16 Mar 2002
Downloads
984
Modeling the Conditional Covariance between Stock and Bond Returns: A Multivariate GARCH Approach
Journal of Financial Econometrics, Vol. 2, No. 4, pp. 531-564, 2004
Posted: 29 Feb 2008
Downloads
984
34.
The Level and Persistence of Growth Rates
EFMA 2002 London Meetings
Number of pages: 52
Posted: 14 Jun 2002
Working Paper Series
University of Illinois at Urbana-Champaign - Department of Finance, LSV Asset Management and University of Illinois at Urbana-Champaign
There are 3 versions of this paper
The Level and Persistence of Growth Rates
EFMA 2002 London Meetings
Number of pages: 52
Posted: 14 Jun 2002
Downloads
951
The Level and Persistence of Growth Rates
NBER Working Paper No. w8282
Number of pages: 47
Posted: 10 May 2001
Last Revised: 22 Oct 2010
Downloads
144
The Level and Persistence of Growth Rates
Journal of Finance, Vol. 58, pp. 643-684, April 2003
Posted: 12 Oct 2003
Downloads
951
35.
A Behavioural Approach to Efficient Portfolio Formation
EFMA 2002 London Meetings, Cass Business School Research Paper
Number of pages: 21
Posted: 08 Jun 2002
Working Paper Series
Queen Mary University of London, Bilkent University - Faculty of Business Administration and Yapi Kredi Yatirim - Research Department
Downloads
929
36.
Measuring Private Information Trading in Emerging Markets
NYU Department of Finance Working Paper; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 47
Posted: 23 Feb 2002
Working Paper Series
Board of Governors of the Federal Reserve System, University of Oklahoma - Michael F. Price College of Business and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Measuring Private Information Trading in Emerging Markets
NYU Department of Finance Working Paper; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 47
Posted: 23 Feb 2002
Downloads
917
Private Information Trading and Corporate Governance in Emerging Markets
NYU Working Paper No. S-CG-02-01
Number of pages: 38
Posted: 05 Nov 2008
Downloads
403
Downloads
917
37.
Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor Markets
EFMA 2002 London Meetings
Number of pages: 46
Posted: 20 Jun 2002
Working Paper Series
Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business
Downloads
907
38.
A Mean-Reverting Stochastic Volatility Option-Pricing Model with an Analytic Solution
EFMA 2002 London Meetings
Number of pages: 45
Posted: 27 May 2002
Working Paper Series
University of Karlstad, Department of Business and Economics
Downloads
899
39.
Volatility in Emerging Stock Markets Revisited
EFMA 2002 London Meetings
Number of pages: 36
Posted: 02 Jun 2002
Working Paper Series
University of Neuchatel - Institute of Financial Analysis and RMF Investment Management
Downloads
896
40.
Financial Decisions and Growth Opportunities: A Spanish Firms Panel Data Analysis
Applied Financial Economics, No. 15, pp. 391-407, 2005, EFMA 2002 London Meetings
Number of pages: 17
Posted: 23 Nov 2000
Accepted Paper Series
Universidad Autonoma de Madrid, University of Valladolid - Department of Financial Economics and Accounting and University of Valladolid - Department of Economics and Business Administration
Downloads
895
41.
Legal Environment, Capital Structure and Firm Growth: International Evidence from Industry Data
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 56
Posted: 16 Mar 2002
Working Paper Series
Universidad Carlos III de Madrid - Department of Business Administration
Downloads
894
42.
Control Values and Changes in Corporate Law in Brazil
EFMA 2002 London Meetings
Number of pages: 55
Posted: 10 Jan 2002
Working Paper Series
World Bank, South Asia
Downloads
865
43.
Evaluating Consumer Loans Using Neural Networks
EFMA 2002 London Meetings
Number of pages: 39
Posted: 19 Jun 2002
Working Paper Series
Thomas Jefferson University and Saint Joseph's University
Downloads
856
44.
The Ex-Dividend Day Stock Price Behavior in the Chinese Stock Market
EFMA 2002 LONDON MEETINGS
Number of pages: 24
Posted: 15 Jun 2002
Working Paper Series
University of Surrey, National and Kapodistrian University of Athens - Faculty of Economics, Cardiff Business School, Cardiff University and Cardiff University - Cardiff Business School
Downloads
817
45.
Market Anomalies in the A.S.E: The Day of the Week Effect
EFMA 2002 London Meetings
Number of pages: 19
Posted: 19 Jun 2002
Working Paper Series
University of Macedonia - Accounting and Finance, University of Macedonia and University of Macedonia
Downloads
787
46.
Survival, Look-Ahead Bias and the Performance of Hedge Funds
EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 27
Posted: 21 Mar 2002
Working Paper Series
ESMT European School of Management and Technology, TIAS School for Business and Society and Erasmus University - Rotterdam School of Management
Downloads
783
47.
The Winners and Losers Effect: Evidence from the Istanbul Stock Exchange
EFMA 2002 London Meetings
Number of pages: 31
Posted: 11 Mar 2002
Working Paper Series
Borsa Istanbul (Istanbul Stock Exchange) and Istanbul Stock Exchange
Downloads
776
48.
Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model
EFMA 2002 London Meetings
Number of pages: 15
Posted: 19 Jun 2002
Working Paper Series
Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads
765
49.
An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of Greece
EFMA 2002 London Meetings
Number of pages: 28
Posted: 20 Jun 2002
Working Paper Series
Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance
Downloads
764
50.
Option-Implied Risk Aversion Estimates: Robustness and Patterns
EFA 2002 Berlin Meetings Presented Paper; EFMA 2002 London Meetings, FRB Chicago Working Paper No. 2001-15
Number of pages: 40
Posted: 27 Feb 2002
Working Paper Series
Wake Forest University - Schools of Business and Queen Mary, University of London
Downloads
758
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